I have experienced difficulty in getting symbols of continuous and expired futures for international markets in the “LOOK UP” , and I am using Esignal as data vendor.
I talked to ESignal about it last night. They told me that Multicharts does not understand the format of symbols of continuous and expired futures for international markets but has no problem with US exchanges.
For example: I was trying to create a continuous (rollover) index and getting the expired contracts for HSCEI futures which listed in Hong Kong Futures Exchange. The symbol and exchange is HHI and HKF respectively. The format is
HHI 1!-HKFj and HHI Z2012-HKF for Dec 2012 in Esignal. However, I am not able to get any of those.
I have more than hundreds international futures for back-testing. It is highly appreciated if anyone can offer me a big hand regarding to this issue.
issues-International markets continuous and expired futures
- Henry MultiСharts
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Re: issues-International markets continuous and expired futu
Hello Kam,
MultiCharts gets eSignal symbol list using the http request to the following page: http://ss.esignal.com/index.jsp
The search results for HHI symbol from eSignal website and in MultiCharts lookup are the same. You can check it below:
MultiCharts gets eSignal symbol list using the http request to the following page: http://ss.esignal.com/index.jsp
The search results for HHI symbol from eSignal website and in MultiCharts lookup are the same. You can check it below:
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Re: issues-International markets continuous and expired futu
hi Henry
many thks for your help.
I will talk to esignal again.
many thks for your help.
I will talk to esignal again.
Re: issues-International markets continuous and expired futu
I used esignal for the same purpose many years ago, so I am not sure if I can remember correctly but anyway I think you can try the following :
1. In QM, go to tools>exchange & ECN>add, to add "HKF" as exchange because HKF is not a default exchange in the exchange list.
2. In QM, go to tools>symbol dictionary>esignal>add, then enter the root symbol such as "HHI" or other root symbols that you want to add to the dictionary but are not listed in esignal root list.
3. In QM, go to instrument>add custom futures, to create a custom futures say "HHI continuous" and enter the symbol root "HHI" that you create in 2. above.
4. In QM, go to instrument>add symbol>from data source>esignal to add all the HHI futures that you need.
5. try to plot a chart using the custom futures created in 3. above to check if things are in order.
Hope it helps.
1. In QM, go to tools>exchange & ECN>add, to add "HKF" as exchange because HKF is not a default exchange in the exchange list.
2. In QM, go to tools>symbol dictionary>esignal>add, then enter the root symbol such as "HHI" or other root symbols that you want to add to the dictionary but are not listed in esignal root list.
3. In QM, go to instrument>add custom futures, to create a custom futures say "HHI continuous" and enter the symbol root "HHI" that you create in 2. above.
4. In QM, go to instrument>add symbol>from data source>esignal to add all the HHI futures that you need.
5. try to plot a chart using the custom futures created in 3. above to check if things are in order.
Hope it helps.
- Henry MultiСharts
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Re: issues-International markets continuous and expired futu
atsui, thank you for your comments. The only difficulty Kam has is adding the expired contracts manually, as they are not provided via eSignal API.
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Re: issues-International markets continuous and expired futu
So then is it possible to chart eSignal Dax expired contracts in MC or not? I sure cant do it.
The symbol AX U2013-DT plots just fine in my eSignal software, but not in multicharts. Of course I have manually entered symbol in AX in the symbol dictionary of QM as an eSignal symbol, giving the exchange as DTB. Indeed eSignal symbol AX M4-DT was auto loaded and charts fine in MC, using the same Symbol dictionary settings.
But I need expired contracts as well in order to then make a continuous contract. No problem using eSig historical data with other expired symbols in Multicharts, but it doesnt seem to work for dax.
I subscribe in eSig to historical, not real time, data for Dax.
Has anyone managed to successfully plot charts in MC using eSignal expired Dax contracts?
Thanks.
The symbol AX U2013-DT plots just fine in my eSignal software, but not in multicharts. Of course I have manually entered symbol in AX in the symbol dictionary of QM as an eSignal symbol, giving the exchange as DTB. Indeed eSignal symbol AX M4-DT was auto loaded and charts fine in MC, using the same Symbol dictionary settings.
But I need expired contracts as well in order to then make a continuous contract. No problem using eSig historical data with other expired symbols in Multicharts, but it doesnt seem to work for dax.
I subscribe in eSig to historical, not real time, data for Dax.
Has anyone managed to successfully plot charts in MC using eSignal expired Dax contracts?
Thanks.
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2958 times
Re: issues-International markets continuous and expired futu
Hello Harvey,So then is it possible to chart eSignal Dax expired contracts in MC or not? I sure cant do it.
The symbol AX U2013-DT plots just fine in my eSignal software, but not in multicharts. Of course I have manually entered symbol in AX in the symbol dictionary of QM as an eSignal symbol, giving the exchange as DTB. Indeed eSignal symbol AX M4-DT was auto loaded and charts fine in MC, using the same Symbol dictionary settings.
But I need expired contracts as well in order to then make a continuous contract. No problem using eSig historical data with other expired symbols in Multicharts, but it doesnt seem to work for dax.
I subscribe in eSig to historical, not real time, data for Dax.
Has anyone managed to successfully plot charts in MC using eSignal expired Dax contracts?
Thanks.
eSignal data for AX U2013-DT is loading fine on our end. Please make sure you have specified the proper data range for AX U2013-DT chart in Format->Instrument->Settings tab. If you have "No data" on your chart - please try reloading it (Ctrl+R).
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Re: issues-International markets continuous and expired futu
Hi Henry,
Ctrl + R solved the problem.
Thanks.
Ctrl + R solved the problem.
Thanks.